-9.0%
AUR vs IWD
+33.0%
-42.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -10.2% |
| 7D | -19.8% | +2.5% | -22.4% | -24.9% |
| 30D | -29.0% | +6.0% | -35.0% | -38.7% |
| 3M | -43.6% | +3.8% | -47.3% | -48.5% |
| 6M | -36.6% | +16.3% | -53.0% | -56.4% |
| YTD | +6.3% | +27.5% | -21.2% | -41.2% |
| 1Y | -9.0% | +32.8% | -41.8% | -55.0% |
| All | -9.0% | +33.0% | -42.1% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling